Usually the rendering preview and lighting is done in the game in-house Tools/Level Editor;
Tools dev team is there just for that ?
Max is usually only used to create assets, animate some FPS weapons or characters or whatnot…;
Yes, max supports directx and deferred rendering but u cannot easily take advantage of this in your engine, because you'd have to feed max your data into max's rendering pipeline postproc (which would have to be written to read your data in the first place -lol-), then max could use your scene and to-be-deferred data and use it in its deferred renderer and display the results unto nitrous viewport then max would have to offer your back the results of the deferred rendered data… -lol-
many years ago, i wrote a 3dsmax scene exporter plug-in, it was such joy to have your scene exported and loaded into your in-game level editor but this deferred stuff would necessitate some nasty plug-in, a real tear jerker, u gonna fry yr eyes off first -lol-
i'm happy to stand corrected, but i don't see this a viable workflow;
when dx was added in max, it was really done so to give u an idea of what yr asset might look like when rendered in your engine, it is unlikely to give a 1:1 finish without extensive work as you'd get if u light-previz this scene in your tool (which uses your engine);
Anyway, have fun and all the best ?